## Abstract

Let X_{1}, X_{2}., X_{r}, X_{r+1}., X_{n} be independent, continuous random variables such that X_{i}, i = 1,., r, has an unknown distribution function F(x), and X_{j}, j = r + 1,., n, has distribution function F(x- θ), with e unknown (-∞ < θ < ∞). The integer r, which is called the changepoint, is also taken to be unknown. The hypothesis to be tested is H_{0}: θ = 0 (i.e., no change) vs. either one- or two-sided alternatives. We consider distribution-free tests for this problem based on Mann-Whitney-Wilcoxon statistics, and study their large sample properties. We also report on some Monte Carlo power comparisons involving these procedures and several parametric competitors.

Original language | English |
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Pages (from-to) | 93-119 |

Number of pages | 27 |

Journal | American Journal of Mathematical and Management Sciences |

Volume | 8 |

Issue number | 1-2 |

DOIs | |

State | Published - 1 Jan 1988 |

Externally published | Yes |

## ASJC Scopus subject areas

- General Business, Management and Accounting
- Applied Mathematics